Access Statistics for Dietmar Bauer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 70 0 0 0 215
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 95 0 0 0 658
Estimating Cointegrated Systems Using Subspace Algorithms 0 0 0 129 0 0 0 341
Persistence-robust Granger causality testing 1 1 1 214 1 2 4 498
Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations 0 0 0 244 0 0 0 796
Variances of Population Projections: Comparison of Two Approaches 0 0 0 53 1 1 1 277
Total Working Papers 1 1 1 805 2 3 5 2,785


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES 0 0 2 18 0 0 3 58
ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES 0 0 0 2 0 0 0 33
Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs 0 1 1 37 0 1 1 148
ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS 0 0 1 30 0 0 1 71
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms 0 0 0 30 0 0 0 124
Estimating cointegrated systems using subspace algorithms 0 0 0 68 0 0 1 204
Persistence-robust surplus-lag Granger causality testing 0 0 0 37 1 3 5 149
USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS 0 0 0 2 0 0 0 26
Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure 0 0 0 26 0 0 0 104
Total Journal Articles 0 1 4 250 1 4 11 917


Statistics updated 2024-12-04